Metric | Static Long & Short | Static Long | Static Short | Cumulative Long & Short | Cumulative Long | Cumulative Short |
---|---|---|---|---|---|---|
Total P&L | 328956.6648 | 131924.6651 | 197031.9997 | 1036553.0936 | 1520.8335 | 1035032.2601 |
Total P&L (%) | 328.9567 | 131.9247 | 197.032 | 1036.5531 | 1.5208 | 1035.0323 |
Avg Daily Profit (%) | 0.1753 | 0.0703 | 0.105 | 0.1296 | 0.0008 | 0.1295 |
Buy And Hold Return (%) | 10 | 10 | 10 | 10 | 10 | 10 |
Max Trade Drawdown | -64330 | -77999 | -25551 | -581151 | -673714 | -158716 |
Profit Factor | 2.5419 | 1.7516 | 6.2109 | 1.6334 | 1.0011 | 5.3045 |
Total Trades | 97 | 48 | 49 | 97 | 48 | 49 |
Winning Trades | 83 | 39 | 44 | 83 | 39 | 44 |
Losing Trades | 14 | 9 | 5 | 14 | 9 | 5 |
Profitability (%) | 85.567 | 81.25 | 89.7959 | 85.567 | 81.25 | 89.7959 |
Ratio Avg Win / Avg Loss | 0.4288 | 0.4042 | 0.7058 | 0.2755 | 0.231 | 0.6028 |
Largest Winning Trade | 28456 | 28456 | 14373 | 149345 | 149345 | 87860 |
Largest Losing Trade | -64330 | -64330 | -25551 | -581151 | -581151 | -158716 |
Avg Bars in Trades | 35 | 60 | 11 | 35 | 60 | 11 |
Avg Bars in Winners | 10 | 12 | 8 | 10 | 12 | 8 |
Avg Bars in Losers | 182 | 266 | 31 | 182 | 266 | 31 |
Bars Traded | 3451 | 2903 | 548 | 3451 | 2903 | 548 |
Profit Streak | 75.6124 | 75.6124 | 562.1124 | 75.6124 | 75.6124 | 562.1124 |
Trades During Streak | 5 | 2 | 11 | 5 | 2 | 11 |
Trades Multiplier | 0.8 | 1.45 | 1.45 | 0.8 | 1.45 | 1.45 |
score | 572890 | -93485 | -40414 | -12869 | -573444 | -7795 |
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# | Side | Entry time | Exit time | Entry price | Exit price | PnL | PnL % (gross) | PnL % (after margin) | Duration | Equity (Compounded 1000) | Equity (Chart Exit) | Δ $ (Chart - Table) | Equity (Fixed 1000) |
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